+8.2%
TTD vs ESTC
+31.2%
-23.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.5% | +0.1% | -1.9% |
| 7D | +6.3% | -8.1% | +14.4% | +11.0% |
| 30D | -23.9% | +31.7% | -55.6% | -36.9% |
| 3M | -31.4% | +41.1% | -72.4% | -45.4% |
| 6M | -42.7% | +77.1% | -119.7% | -60.6% |
| YTD | -62.0% | +21.7% | -83.7% | -68.3% |
| 1Y | -72.2% | +8.4% | -80.6% | -76.0% |
| 3Y | -81.9% | +23.6% | -105.6% | -88.4% |
| 5Y | -81.5% | -46.5% | -35.1% | -80.5% |
| All | +8.2% | +31.2% | -23.0% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling